Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 189,623
Positions
81,069 3,680 6,801 36,952 43,484 2,678 8,816 71,589 16,507 9,232 3,163 374 27,195 41,349
Changes from: January 19, 2016 Total Change is: 1,632
1,528 1,182 50 605 -4,758 -163 400 8,916 -117 -283 -1,602 -132 -256 -1,743
Percent of Open Interest Represented by Each Category of Trader
42.8 1.9 3.6 19.5 22.9 1.4 4.6 37.8 8.7 4.9 1.7 0.2 14.3 21.8
Number of Traders in Each Category Total Traders: 92
8 5 11 6 11 5 11 36 16 12 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 58,685
Positions
33,562 450 501 1,236 2,230 0 14,886 29,248 2,490 0 31 40 5,970 23,694
Changes from: January 19, 2016 Total Change is: 7,158
6,813 -738 -35 0 -450 0 -391 5,616 694 0 23 -47 124 2,095
Percent of Open Interest Represented by Each Category of Trader
57.2 0.8 0.9 2.1 3.8 0.0 25.4 49.8 4.2 0.0 0.1 0.1 10.2 40.4
Number of Traders in Each Category Total Traders: 41
7 . . . 4 0 11 16 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 307,215
Positions
190,962 5,019 8,163 3,028 89,523 4,958 43,028 104,229 28,935 1,381 15,633 5,900 20,861 44,856
Changes from: January 19, 2016 Total Change is: 12,990
17,541 573 -206 -1,124 11,924 -587 -2,825 3,645 294 -515 -2,084 295 117 -865
Percent of Open Interest Represented by Each Category of Trader
62.2 1.6 2.7 1.0 29.1 1.6 14.0 33.9 9.4 0.4 5.1 1.9 6.8 14.6
Number of Traders in Each Category Total Traders: 118
12 6 10 . 24 8 20 41 22 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 281,013
Positions
63,877 94,169 5,685 30,391 58,783 8,204 77,541 60,160 17,828 39,499 2,766 4,326 33,662 29,091
Changes from: January 19, 2016 Total Change is: 4,991
-4,017 9,081 1,942 -1,020 -2,952 598 6,609 -1,893 -244 1,195 476 564 -635 -2,581
Percent of Open Interest Represented by Each Category of Trader
22.7 33.5 2.0 10.8 20.9 2.9 27.6 21.4 6.3 14.1 1.0 1.5 12.0 10.4
Number of Traders in Each Category Total Traders: 140
7 10 10 18 25 14 38 28 27 7 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 459,832
Positions
134,564 37,199 15,542 95,323 112,460 22,556 39,431 129,460 32,354 51,713 24,896 7,298 61,051 78,067
Changes from: January 19, 2016 Total Change is: 4,762
2,201 3,601 1,350 -1,142 662 2,132 -2,333 -6,892 203 3,646 -271 572 -1,868 3,404
Percent of Open Interest Represented by Each Category of Trader
29.3 8.1 3.4 20.7 24.5 4.9 8.6 28.2 7.0 11.2 5.4 1.6 13.3 17.0
Number of Traders in Each Category Total Traders: 230
17 11 14 32 34 28 24 53 36 23 35 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,847
Positions
1,693 24,461 0 6,256 1,294 618 4,527 793 0 2,016 0 0 16,737 4,681
Changes from: January 19, 2016 Total Change is: 531
22 2,191 0 -79 108 -773 881 -1,152 0 0 0 0 480 157
Percent of Open Interest Represented by Each Category of Trader
5.3 76.8 0.0 19.6 4.1 1.9 14.2 2.5 0.0 6.3 0.0 0.0 52.6 14.7
Number of Traders in Each Category Total Traders: 20
. . 0 6 . 4 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 141,905
Positions
85,421 1,345 5,143 5,751 10,509 3,279 14,351 41,039 7,964 650 35,235 1,319 18,027 36,071
Changes from: January 19, 2016 Total Change is: -8,639
-8,905 -37 211 3,297 -215 -445 -2,629 -2,799 -1,084 -945 -42 206 1,655 -4,434
Percent of Open Interest Represented by Each Category of Trader
60.2 0.9 3.6 4.1 7.4 2.3 10.1 28.9 5.6 0.5 24.8 0.9 12.7 25.4
Number of Traders in Each Category Total Traders: 94
14 . 10 7 12 8 17 27 13 . 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,287
Positions
19,051 22,053 1,207 4,288 0 0 3,040 3,262 592 893 2,212 235 981 726
Changes from: January 19, 2016 Total Change is: 889
-94 1,007 0 14 -113 0 612 -26 0 147 -102 0 210 123
Percent of Open Interest Represented by Each Category of Trader
62.9 72.8 4.0 14.2 0.0 0.0 10.0 10.8 2.0 2.9 7.3 0.8 3.2 2.4
Number of Traders in Each Category Total Traders: 31
. 8 . . 0 0 6 6 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 168,614
Positions
68,837 54,627 247 45,176 5,815 1,963 25,401 70,529 20,492 2,690 6,678 225 3,584 8,038
Changes from: January 19, 2016 Total Change is: -4,044
3,080 -392 12 362 -893 -43 -2,916 548 -4,404 -102 1,047 125 -157 -44
Percent of Open Interest Represented by Each Category of Trader
40.8 32.4 0.1 26.8 3.4 1.2 15.1 41.8 12.2 1.6 4.0 0.1 2.1 4.8
Number of Traders in Each Category Total Traders: 134
6 4 . 6 9 . 21 57 16 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 18,670
Positions
1,925 2,631 1,933 5,574 0 0 6,006 6,408 2,470 132 4,074 0 630 1,154
Changes from: January 19, 2016 Total Change is: 3,876
360 -1,302 1,533 35 0 0 425 1,959 1,646 -87 64 0 -36 -24
Percent of Open Interest Represented by Each Category of Trader
10.3 14.1 10.4 29.9 0.0 0.0 32.2 34.3 13.2 0.7 21.8 0.0 3.4 6.2
Number of Traders in Each Category Total Traders: 28
. . . . 0 0 4 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 30,437
Positions
13,534 1,678 97 1,434 9,466 1 10,070 12,089 704 2,199 1,073 0 2,398 5,329
Changes from: January 19, 2016 Total Change is: 2,323
2,332 -324 31 -747 1,740 0 395 805 184 164 41 0 -36 -154
Percent of Open Interest Represented by Each Category of Trader
44.5 5.5 0.3 4.7 31.1 0.0 33.1 39.7 2.3 7.2 3.5 0.0 7.9 17.5
Number of Traders in Each Category Total Traders: 64
9 . . 4 4 . 13 24 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 5,370
Positions
2,880 0 0 1,239 1,719 23 744 1,930 0 100 478 0 384 1,220
Changes from: January 19, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.6 0.0 0.0 23.1 32.0 0.4 13.9 35.9 0.0 1.9 8.9 0.0 7.2 22.7
Number of Traders in Each Category Total Traders: 20
. 0 0 . . . . 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 32,912
Positions
13,232 12,723 450 2,941 2,583 525 6,474 7,362 1,043 1,878 814 845 5,525 6,569
Changes from: January 19, 2016 Total Change is: 266
923 -1,949 96 541 57 42 537 1,314 -248 -653 439 23 -994 493
Percent of Open Interest Represented by Each Category of Trader
40.2 38.7 1.4 8.9 7.8 1.6 19.7 22.4 3.2 5.7 2.5 2.6 16.8 20.0
Number of Traders in Each Category Total Traders: 83
22 10 6 8 4 5 17 13 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 65,824
Positions
26,464 25,446 900 5,882 5,166 1,049 12,947 14,724 2,086 3,757 1,627 1,690 11,050 13,137
Changes from: January 19, 2016 Total Change is: 532
1,846 -3,897 193 1,081 114 83 1,074 2,627 -496 -1,305 877 46 -1,989 986
Percent of Open Interest Represented by Each Category of Trader
40.2 38.7 1.4 8.9 7.8 1.6 19.7 22.4 3.2 5.7 2.5 2.6 16.8 20.0
Number of Traders in Each Category Total Traders: 83
22 10 6 8 4 5 17 13 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 870,811
Positions
96,717 61,110 42,265 241,290 201,610 67,080 75,601 142,088 143,439 23,398 38,448 42,347 138,675 132,423
Changes from: January 19, 2016 Total Change is: -491
565 3,366 934 3,247 8,690 -6,169 8,452 -1,337 2,127 2,394 -5,087 -2,727 -9,315 -287
Percent of Open Interest Represented by Each Category of Trader
11.1 7.0 4.9 27.7 23.2 7.7 8.7 16.3 16.5 2.7 4.4 4.9 15.9 15.2
Number of Traders in Each Category Total Traders: 629
36 34 36 124 93 97 83 118 111 70 71 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 161,317
Positions
36,994 8,144 6,293 25,668 19,105 4,681 11,173 7,518 31,322 2,353 6,495 9,244 33,590 68,515
Changes from: January 19, 2016 Total Change is: -6,134
-72 -343 -416 -1,149 101 -861 -1,738 747 -2,024 -199 -486 -193 518 -2,660
Percent of Open Interest Represented by Each Category of Trader
22.9 5.0 3.9 15.9 11.8 2.9 6.9 4.7 19.4 1.5 4.0 5.7 20.8 42.5
Number of Traders in Each Category Total Traders: 77
8 7 9 13 6 9 17 15 30 4 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,547,471
Positions
386,999 353,215 91,479 1,118,194 952,612 271,908 375,515 726,226 507,211 120,849 175,387 149,891 525,424 319,542
Changes from: January 19, 2016 Total Change is: 28,216
6,064 21,426 3,868 21,498 42,461 -26,059 60,899 -476 10,812 10,129 -25,846 -9,832 -49,163 11,862
Percent of Open Interest Represented by Each Category of Trader
10.9 10.0 2.6 31.5 26.9 7.7 10.6 20.5 14.3 3.4 4.9 4.2 14.8 9.0
Number of Traders in Each Category Total Traders: 613
35 35 34 119 91 92 76 120 105 72 65 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 103,435
Positions
37,324 4,464 77 40,977 78,902 2,608 14,623 10,878 466 0 554 0 7,360 5,486
Changes from: January 19, 2016 Total Change is: -1,497
2,995 156 23 -923 -2,790 332 -2,841 654 -47 0 -175 0 -1,036 350
Percent of Open Interest Represented by Each Category of Trader
36.1 4.3 0.1 39.6 76.3 2.5 14.1 10.5 0.5 0.0 0.5 0.0 7.1 5.3
Number of Traders in Each Category Total Traders: 93
11 . . 34 18 14 13 12 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 58,308
Positions
7,677 25,726 789 25,484 12,416 959 10,828 8,398 3,541 3,529 1,059 858 4,644 4,562
Changes from: January 19, 2016 Total Change is: -1,121
4,374 -2,451 49 -4,299 -1,435 -155 -2,288 2,196 439 1,212 -316 55 -509 496
Percent of Open Interest Represented by Each Category of Trader
13.2 44.1 1.4 43.7 21.3 1.6 18.6 14.4 6.1 6.1 1.8 1.5 8.0 7.8
Number of Traders in Each Category Total Traders: 208
15 23 4 38 22 7 38 36 23 23 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 291,541
Positions
38,385 128,628 3,947 127,418 62,081 4,794 54,140 41,991 17,703 17,644 5,295 4,292 23,218 22,810
Changes from: January 19, 2016 Total Change is: -5,606
21,870 -12,254 245 -21,493 -7,173 -776 -11,440 10,980 2,197 6,059 -1,580 277 -2,544 2,478
Percent of Open Interest Represented by Each Category of Trader
13.2 44.1 1.4 43.7 21.3 1.6 18.6 14.4 6.1 6.1 1.8 1.5 8.0 7.8
Number of Traders in Each Category Total Traders: 208
15 23 4 38 22 7 38 36 23 23 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 415,113
Positions
182,341 38,680 1,477 106,403 199,638 24,989 71,761 118,431 5,107 6,320 8,659 322 16,393 17,810
Changes from: January 19, 2016 Total Change is: -7,931
-5,143 2,183 -604 339 -237 1,146 -2,975 -9,479 221 -80 -784 238 -1,073 -615
Percent of Open Interest Represented by Each Category of Trader
43.9 9.3 0.4 25.6 48.1 6.0 17.3 28.5 1.2 1.5 2.1 0.1 3.9 4.3
Number of Traders in Each Category Total Traders: 271
20 13 . 53 58 26 36 64 16 12 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 43,211
Positions
4,900 7,268 164 18,676 843 42 4,998 7,740 160 3,963 21,307 0 10,308 5,687
Changes from: January 19, 2016 Total Change is: -752
4,461 -4,392 164 -974 270 -12 -4,306 1,776 160 -453 277 0 208 1,005
Percent of Open Interest Represented by Each Category of Trader
11.3 16.8 0.4 43.2 2.0 0.1 11.6 17.9 0.4 9.2 49.3 0.0 23.9 13.2
Number of Traders in Each Category Total Traders: 48
4 7 . 13 . . 6 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 102,466
Positions
26,696 13,682 2,874 21,141 3,121 12 31,496 8,226 1,522 7,900 0 0 10,825 73,029
Changes from: January 19, 2016 Total Change is: 14,697
6,769 4,441 1,042 1,319 -185 -506 5,467 -5,449 -395 1,401 -630 0 -400 16,379
Percent of Open Interest Represented by Each Category of Trader
26.1 13.4 2.8 20.6 3.0 0.0 30.7 8.0 1.5 7.7 0.0 0.0 10.6 71.3
Number of Traders in Each Category Total Traders: 93
19 10 . 13 . . 28 11 8 8 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 196,207
Positions
6,817 96,824 274 127,724 68,017 7,841 41,888 12,451 2,845 2,353 2,366 0 6,465 5,589
Changes from: January 19, 2016 Total Change is: 7,387
-848 6,231 -91 4,165 -798 63 3,957 2,193 -168 580 -426 0 -271 383
Percent of Open Interest Represented by Each Category of Trader
3.5 49.3 0.1 65.1 34.7 4.0 21.3 6.3 1.4 1.2 1.2 0.0 3.3 2.8
Number of Traders in Each Category Total Traders: 122
7 11 . 39 27 16 14 12 4 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 523,182
Positions
44,767 150,283 1,631 237,294 191,534 94,942 101,785 52,460 9,388 12,128 8,757 2,197 19,050 11,990
Changes from: January 19, 2016 Total Change is: 18,978
10,603 -1,131 -427 13,370 18,007 -310 650 3,473 -2,939 -529 358 761 -2,201 1,186
Percent of Open Interest Represented by Each Category of Trader
8.6 28.7 0.3 45.4 36.6 18.1 19.5 10.0 1.8 2.3 1.7 0.4 3.6 2.3
Number of Traders in Each Category Total Traders: 262
20 19 5 67 48 36 30 39 19 24 15 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 640,565
Positions
3,756 60,915 22,439 226,717 139,947 111,954 40,224 54,543 59,749 6,886 32,006 8,454 160,386 150,558
Changes from: January 19, 2016 Total Change is: -42,306
-2,349 8,292 -4,443 4,414 721 -14,787 -3,760 -1,918 -20,828 -505 -8,233 -5,345 5,297 4,235
Percent of Open Interest Represented by Each Category of Trader
0.6 9.5 3.5 35.4 21.8 17.5 6.3 8.5 9.3 1.1 5.0 1.3 25.0 23.5
Number of Traders in Each Category Total Traders: 146
5 13 13 33 34 39 22 24 30 4 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 628,105
Positions
3,221 72,092 1,611 393,872 121,232 60,299 26,709 271,412 10,935 8,560 9,073 0 122,898 81,451
Changes from: January 19, 2016 Total Change is: 8,274
-3,275 5,536 771 9,111 355 490 3,157 4,671 187 -146 -124 -604 -1,417 -3,008
Percent of Open Interest Represented by Each Category of Trader
0.5 11.5 0.3 62.7 19.3 9.6 4.3 43.2 1.7 1.4 1.4 0.0 19.6 13.0
Number of Traders in Each Category Total Traders: 104
. 9 . 49 15 31 11 13 12 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,086,820
Positions
19,583 104,835 10,118 338,555 266,177 101,626 321,475 261,889 48,403 123,658 130,268 10,382 113,019 153,121
Changes from: January 19, 2016 Total Change is: 32,227
-3,126 6,737 -413 5,316 -1,997 2,543 18,042 13,698 400 2,269 562 1,119 6,077 9,578
Percent of Open Interest Represented by Each Category of Trader
1.8 9.6 0.9 31.2 24.5 9.4 29.6 24.1 4.5 11.4 12.0 1.0 10.4 14.1
Number of Traders in Each Category Total Traders: 259
8 34 11 50 38 44 45 37 36 18 29 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,276,784
Positions
60,337 326,870 124,052 1,194,452 837,538 399,298 444,215 619,930 288,146 324,907 157,711 68,237 373,141 455,003
Changes from: January 19, 2016 Total Change is: -60,873
-796 1,419 -46,754 34,548 21,637 -25,472 68,709 79,582 -101,973 6,913 6,383 -6,402 10,355 10,708
Percent of Open Interest Represented by Each Category of Trader
1.8 10.0 3.8 36.5 25.6 12.2 13.6 18.9 8.8 9.9 4.8 2.1 11.4 13.9
Number of Traders in Each Category Total Traders: 363
11 43 37 60 80 81 59 57 85 21 32 24
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,887,017
Positions
46,924 336,822 67,249 1,422,205 440,405 385,740 318,673 889,849 208,483 116,762 176,551 14,946 306,035 366,972
Changes from: January 19, 2016 Total Change is: 24,472
4,900 -15,060 3,510 632 -10,088 -28,841 42,404 99,623 -11,552 14,778 -11,815 -5,722 4,364 4,416
Percent of Open Interest Represented by Each Category of Trader
1.6 11.7 2.3 49.3 15.3 13.4 11.0 30.8 7.2 4.0 6.1 0.5 10.6 12.7
Number of Traders in Each Category Total Traders: 293
8 32 21 53 45 59 44 57 58 16 38 16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 859,734
Positions
307,006 233,396 218,676 8,811 17,655 23,641 31,728 87,696 175,651 34,197 22,772 37,629 22,395 42,618
Changes from: January 19, 2016 Total Change is: 38,975
14,172 8,610 15,072 0 -1,876 4,967 -9,404 14,529 1,914 13,448 -2,475 -1,086 -109 -680
Percent of Open Interest Represented by Each Category of Trader
35.7 27.1 25.4 1.0 2.1 2.7 3.7 10.2 20.4 4.0 2.6 4.4 2.6 5.0
Number of Traders in Each Category Total Traders: 112
11 36 37 . 7 5 13 27 32 6 7 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,895,774
Positions
2,625,181 1,817,077 3,597,167 1,051,162 1,470,858 713,797 819,285 886,543 7,602,033 480,419 416,617 1,196,174 810,555 1,195,506
Changes from: January 19, 2016 Total Change is: 265,689
-120,665 51,456 -168,969 44,915 119,640 29,490 78,067 -132,565 286,557 12,753 -12,697 51,870 51,671 40,908
Percent of Open Interest Represented by Each Category of Trader
13.9 9.6 19.0 5.6 7.8 3.8 4.3 4.7 40.2 2.5 2.2 6.3 4.3 6.3
Number of Traders in Each Category Total Traders: 317
29 61 86 11 30 33 39 86 102 23 34 41
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,186
Positions
5,631 3,006 0 310 14,952 0 20,087 9,317 0 4,517 3,275 551 90 85
Changes from: January 19, 2016 Total Change is: -51
-320 173 0 -100 -408 0 208 -237 0 273 517 -52 -60 -44
Percent of Open Interest Represented by Each Category of Trader
18.1 9.6 0.0 1.0 47.9 0.0 64.4 29.9 0.0 14.5 10.5 1.8 0.3 0.3
Number of Traders in Each Category Total Traders: 49
. 4 0 . 13 0 6 11 0 4 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,589
Positions
1,435 2,283 0 155 14,976 1 29,757 9,952 0 1,161 5,260 0 80 117
Changes from: January 19, 2016 Total Change is: 41
-992 438 0 0 277 0 1,419 -727 0 -144 225 0 -242 -172
Percent of Open Interest Represented by Each Category of Trader
4.4 7.0 0.0 0.5 46.0 0.0 91.3 30.5 0.0 3.6 16.1 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 37
4 . 0 . 8 . 5 7 0 . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 76,100
Positions
310 57,653 30 19,958 161 1,325 20,036 9,270 1,722 23,569 4,218 192 8,958 1,528
Changes from: January 19, 2016 Total Change is: -415
-148 681 -4 -383 0 13 -1,028 -1,331 68 1,071 135 77 -81 -54
Percent of Open Interest Represented by Each Category of Trader
0.4 75.8 0.0 26.2 0.2 1.7 26.3 12.2 2.3 31.0 5.5 0.3 11.8 2.0
Number of Traders in Each Category Total Traders: 147
. 5 . 11 . . 37 17 11 59 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 249,347
Positions
23,182 68,996 15,633 31,360 6,734 37,106 70,217 46,783 33,438 2,448 3,773 14,040 21,923 22,844
Changes from: January 19, 2016 Total Change is: -28,411
-17,921 6,278 -7,517 6,340 -226 704 -1,052 -16,623 -2,728 -547 -2,984 -383 -5,307 -4,932
Percent of Open Interest Represented by Each Category of Trader
9.3 27.7 6.3 12.6 2.7 14.9 28.2 18.8 13.4 1.0 1.5 5.6 8.8 9.2
Number of Traders in Each Category Total Traders: 134
10 15 16 11 6 6 39 30 41 6 8 14
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,387
Positions
109 3,499 0 2,782 1,448 2,018 8,771 9,038 264 2,072 32 0 371 88
Changes from: January 19, 2016 Total Change is: 1,285
0 152 0 1,119 -149 105 -1,052 1,607 0 973 0 0 140 -430
Percent of Open Interest Represented by Each Category of Trader
0.7 21.4 0.0 17.0 8.8 12.3 53.5 55.2 1.6 12.6 0.2 0.0 2.3 0.5
Number of Traders in Each Category Total Traders: 32
. . 0 5 . . 5 10 . 4 . 0
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Updated January 29, 2016